Structured Products Valuation
Hi All,
I am supposed to start a spring internship at a valuation boutique that has done 1.8 trillion in advisory since inception ! most of it is done in the structured products/ troubled credit for investment bank namely JPMorgan ., GS , MS and so forth. I know i will be learning everything on the job but can someone suggest some basic valuation methodologies across the street for some CDO/ CLO and other famous structured credit products ?
I would really appreciate your help.
Best regards
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